This is an on-going investigation into this problem I think.

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It may show that "anonymous" left comments without the required name/e-mail/etc but I'm still showing this requirement on my site. I went to the Cristian Mihai site and left a comment. His site didn't require the name/e-mail/etc.
Blog url: http://robinclaire.wordpress.com/

Discussion Settings
Other comment settings
_Comment author must fill out name and e-mail
_Users must be registered and logged in to comment

Note that we can choose to set up anonymous comment or not. Also note that the prompt to submit and email address and a website URL will still appear but providing an email address and logging in are not required.